Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-04 0.469022 0.522006 0.581256 0.652971 0.738168 0.837104 0.962112
2025-05-11 0.415651 0.485342 0.569078 0.678953 0.822220 1.007046 1.271252
2025-05-18 0.363058 0.438089 0.532883 0.664797 0.849468 1.108779 1.521039
2025-05-25 0.319616 0.395070 0.494024 0.638081 0.851467 1.172952 1.734160
2025-06-01 0.294988 0.372860 0.478631 0.639445 0.891410 1.299691 2.089167
2025-06-08 0.283430 0.366426 0.483270 0.669209 0.978825 1.523621 2.715358
2025-06-15 0.267772 0.352282 0.474645 0.676614 1.030275 1.698406 3.335821
2025-06-22 0.250744 0.334390 0.458200 0.668620 1.052598 1.823173 3.915689
2025-06-29 0.236759 0.319682 0.444939 0.663717 1.079021 1.963745 4.638893
2025-07-06 0.220519 0.300296 0.422498 0.640058 1.064813 2.010100 5.115577
2025-07-13 0.213980 0.295187 0.422273 0.655340 1.131075 2.268220 6.584070
2025-07-20 0.208182 0.290715 0.422534 0.671314 1.201991 2.567302 8.658714
2025-07-27 0.200206 0.282623 0.416674 0.676342 1.253387 2.847387 11.287847
2025-08-03 0.193176 0.275560 0.411942 0.682978 1.310599 3.178173 15.236595
2025-08-10 0.181997 0.261008 0.393002 0.658844 1.288038 3.238099 17.412786
2025-08-17 0.170721 0.245705 0.371733 0.627834 1.242969 3.203568 18.736503
2025-08-24 0.164750 0.238917 0.365202 0.626829 1.275881 3.478887 25.004855
2025-08-31 0.163196 0.239419 0.371817 0.654483 1.392763 4.175497 45.270202
2025-09-07 0.158921 0.234996 0.368955 0.661007 1.452315 4.678635 74.575235
2025-09-14 0.153145 0.227660 0.360089 0.652954 1.466915 4.978427 111.117716
2025-09-21 0.148148 0.221433 0.352923 0.648055 1.490599 5.355733 187.220033
2025-09-28 0.141385 0.211802 0.338645 0.625112 1.452213 5.348468 235.401921
2025-10-05 0.139290 0.210339 0.340131 0.639839 1.541511 6.235373 929.941840